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sporfsx.f 26 kB

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  1. *> \brief \b SPORFSX
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SPORFSX + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sporfsx.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sporfsx.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sporfsx.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B,
  22. * LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
  23. * ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
  24. * WORK, IWORK, INFO )
  25. *
  26. * .. Scalar Arguments ..
  27. * CHARACTER UPLO, EQUED
  28. * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
  29. * $ N_ERR_BNDS
  30. * REAL RCOND
  31. * ..
  32. * .. Array Arguments ..
  33. * INTEGER IWORK( * )
  34. * REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  35. * $ X( LDX, * ), WORK( * )
  36. * REAL S( * ), PARAMS( * ), BERR( * ),
  37. * $ ERR_BNDS_NORM( NRHS, * ),
  38. * $ ERR_BNDS_COMP( NRHS, * )
  39. * ..
  40. *
  41. *
  42. *> \par Purpose:
  43. * =============
  44. *>
  45. *> \verbatim
  46. *>
  47. *> SPORFSX improves the computed solution to a system of linear
  48. *> equations when the coefficient matrix is symmetric positive
  49. *> definite, and provides error bounds and backward error estimates
  50. *> for the solution. In addition to normwise error bound, the code
  51. *> provides maximum componentwise error bound if possible. See
  52. *> comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
  53. *> error bounds.
  54. *>
  55. *> The original system of linear equations may have been equilibrated
  56. *> before calling this routine, as described by arguments EQUED and S
  57. *> below. In this case, the solution and error bounds returned are
  58. *> for the original unequilibrated system.
  59. *> \endverbatim
  60. *
  61. * Arguments:
  62. * ==========
  63. *
  64. *> \verbatim
  65. *> Some optional parameters are bundled in the PARAMS array. These
  66. *> settings determine how refinement is performed, but often the
  67. *> defaults are acceptable. If the defaults are acceptable, users
  68. *> can pass NPARAMS = 0 which prevents the source code from accessing
  69. *> the PARAMS argument.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] UPLO
  73. *> \verbatim
  74. *> UPLO is CHARACTER*1
  75. *> = 'U': Upper triangle of A is stored;
  76. *> = 'L': Lower triangle of A is stored.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] EQUED
  80. *> \verbatim
  81. *> EQUED is CHARACTER*1
  82. *> Specifies the form of equilibration that was done to A
  83. *> before calling this routine. This is needed to compute
  84. *> the solution and error bounds correctly.
  85. *> = 'N': No equilibration
  86. *> = 'Y': Both row and column equilibration, i.e., A has been
  87. *> replaced by diag(S) * A * diag(S).
  88. *> The right hand side B has been changed accordingly.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] N
  92. *> \verbatim
  93. *> N is INTEGER
  94. *> The order of the matrix A. N >= 0.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] NRHS
  98. *> \verbatim
  99. *> NRHS is INTEGER
  100. *> The number of right hand sides, i.e., the number of columns
  101. *> of the matrices B and X. NRHS >= 0.
  102. *> \endverbatim
  103. *>
  104. *> \param[in] A
  105. *> \verbatim
  106. *> A is REAL array, dimension (LDA,N)
  107. *> The symmetric matrix A. If UPLO = 'U', the leading N-by-N
  108. *> upper triangular part of A contains the upper triangular part
  109. *> of the matrix A, and the strictly lower triangular part of A
  110. *> is not referenced. If UPLO = 'L', the leading N-by-N lower
  111. *> triangular part of A contains the lower triangular part of
  112. *> the matrix A, and the strictly upper triangular part of A is
  113. *> not referenced.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] LDA
  117. *> \verbatim
  118. *> LDA is INTEGER
  119. *> The leading dimension of the array A. LDA >= max(1,N).
  120. *> \endverbatim
  121. *>
  122. *> \param[in] AF
  123. *> \verbatim
  124. *> AF is REAL array, dimension (LDAF,N)
  125. *> The triangular factor U or L from the Cholesky factorization
  126. *> A = U**T*U or A = L*L**T, as computed by SPOTRF.
  127. *> \endverbatim
  128. *>
  129. *> \param[in] LDAF
  130. *> \verbatim
  131. *> LDAF is INTEGER
  132. *> The leading dimension of the array AF. LDAF >= max(1,N).
  133. *> \endverbatim
  134. *>
  135. *> \param[in,out] S
  136. *> \verbatim
  137. *> S is REAL array, dimension (N)
  138. *> The scale factors for A. If EQUED = 'Y', A is multiplied on
  139. *> the left and right by diag(S). S is an input argument if FACT =
  140. *> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
  141. *> = 'Y', each element of S must be positive. If S is output, each
  142. *> element of S is a power of the radix. If S is input, each element
  143. *> of S should be a power of the radix to ensure a reliable solution
  144. *> and error estimates. Scaling by powers of the radix does not cause
  145. *> rounding errors unless the result underflows or overflows.
  146. *> Rounding errors during scaling lead to refining with a matrix that
  147. *> is not equivalent to the input matrix, producing error estimates
  148. *> that may not be reliable.
  149. *> \endverbatim
  150. *>
  151. *> \param[in] B
  152. *> \verbatim
  153. *> B is REAL array, dimension (LDB,NRHS)
  154. *> The right hand side matrix B.
  155. *> \endverbatim
  156. *>
  157. *> \param[in] LDB
  158. *> \verbatim
  159. *> LDB is INTEGER
  160. *> The leading dimension of the array B. LDB >= max(1,N).
  161. *> \endverbatim
  162. *>
  163. *> \param[in,out] X
  164. *> \verbatim
  165. *> X is REAL array, dimension (LDX,NRHS)
  166. *> On entry, the solution matrix X, as computed by SGETRS.
  167. *> On exit, the improved solution matrix X.
  168. *> \endverbatim
  169. *>
  170. *> \param[in] LDX
  171. *> \verbatim
  172. *> LDX is INTEGER
  173. *> The leading dimension of the array X. LDX >= max(1,N).
  174. *> \endverbatim
  175. *>
  176. *> \param[out] RCOND
  177. *> \verbatim
  178. *> RCOND is REAL
  179. *> Reciprocal scaled condition number. This is an estimate of the
  180. *> reciprocal Skeel condition number of the matrix A after
  181. *> equilibration (if done). If this is less than the machine
  182. *> precision (in particular, if it is zero), the matrix is singular
  183. *> to working precision. Note that the error may still be small even
  184. *> if this number is very small and the matrix appears ill-
  185. *> conditioned.
  186. *> \endverbatim
  187. *>
  188. *> \param[out] BERR
  189. *> \verbatim
  190. *> BERR is REAL array, dimension (NRHS)
  191. *> Componentwise relative backward error. This is the
  192. *> componentwise relative backward error of each solution vector X(j)
  193. *> (i.e., the smallest relative change in any element of A or B that
  194. *> makes X(j) an exact solution).
  195. *> \endverbatim
  196. *>
  197. *> \param[in] N_ERR_BNDS
  198. *> \verbatim
  199. *> N_ERR_BNDS is INTEGER
  200. *> Number of error bounds to return for each right hand side
  201. *> and each type (normwise or componentwise). See ERR_BNDS_NORM and
  202. *> ERR_BNDS_COMP below.
  203. *> \endverbatim
  204. *>
  205. *> \param[out] ERR_BNDS_NORM
  206. *> \verbatim
  207. *> ERR_BNDS_NORM is REAL array, dimension (NRHS, N_ERR_BNDS)
  208. *> For each right-hand side, this array contains information about
  209. *> various error bounds and condition numbers corresponding to the
  210. *> normwise relative error, which is defined as follows:
  211. *>
  212. *> Normwise relative error in the ith solution vector:
  213. *> max_j (abs(XTRUE(j,i) - X(j,i)))
  214. *> ------------------------------
  215. *> max_j abs(X(j,i))
  216. *>
  217. *> The array is indexed by the type of error information as described
  218. *> below. There currently are up to three pieces of information
  219. *> returned.
  220. *>
  221. *> The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
  222. *> right-hand side.
  223. *>
  224. *> The second index in ERR_BNDS_NORM(:,err) contains the following
  225. *> three fields:
  226. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  227. *> reciprocal condition number is less than the threshold
  228. *> sqrt(n) * slamch('Epsilon').
  229. *>
  230. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  231. *> almost certainly within a factor of 10 of the true error
  232. *> so long as the next entry is greater than the threshold
  233. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  234. *> be trusted if the previous boolean is true.
  235. *>
  236. *> err = 3 Reciprocal condition number: Estimated normwise
  237. *> reciprocal condition number. Compared with the threshold
  238. *> sqrt(n) * slamch('Epsilon') to determine if the error
  239. *> estimate is "guaranteed". These reciprocal condition
  240. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  241. *> appropriately scaled matrix Z.
  242. *> Let Z = S*A, where S scales each row by a power of the
  243. *> radix so all absolute row sums of Z are approximately 1.
  244. *>
  245. *> See Lapack Working Note 165 for further details and extra
  246. *> cautions.
  247. *> \endverbatim
  248. *>
  249. *> \param[out] ERR_BNDS_COMP
  250. *> \verbatim
  251. *> ERR_BNDS_COMP is REAL array, dimension (NRHS, N_ERR_BNDS)
  252. *> For each right-hand side, this array contains information about
  253. *> various error bounds and condition numbers corresponding to the
  254. *> componentwise relative error, which is defined as follows:
  255. *>
  256. *> Componentwise relative error in the ith solution vector:
  257. *> abs(XTRUE(j,i) - X(j,i))
  258. *> max_j ----------------------
  259. *> abs(X(j,i))
  260. *>
  261. *> The array is indexed by the right-hand side i (on which the
  262. *> componentwise relative error depends), and the type of error
  263. *> information as described below. There currently are up to three
  264. *> pieces of information returned for each right-hand side. If
  265. *> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
  266. *> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
  267. *> the first (:,N_ERR_BNDS) entries are returned.
  268. *>
  269. *> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
  270. *> right-hand side.
  271. *>
  272. *> The second index in ERR_BNDS_COMP(:,err) contains the following
  273. *> three fields:
  274. *> err = 1 "Trust/don't trust" boolean. Trust the answer if the
  275. *> reciprocal condition number is less than the threshold
  276. *> sqrt(n) * slamch('Epsilon').
  277. *>
  278. *> err = 2 "Guaranteed" error bound: The estimated forward error,
  279. *> almost certainly within a factor of 10 of the true error
  280. *> so long as the next entry is greater than the threshold
  281. *> sqrt(n) * slamch('Epsilon'). This error bound should only
  282. *> be trusted if the previous boolean is true.
  283. *>
  284. *> err = 3 Reciprocal condition number: Estimated componentwise
  285. *> reciprocal condition number. Compared with the threshold
  286. *> sqrt(n) * slamch('Epsilon') to determine if the error
  287. *> estimate is "guaranteed". These reciprocal condition
  288. *> numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
  289. *> appropriately scaled matrix Z.
  290. *> Let Z = S*(A*diag(x)), where x is the solution for the
  291. *> current right-hand side and S scales each row of
  292. *> A*diag(x) by a power of the radix so all absolute row
  293. *> sums of Z are approximately 1.
  294. *>
  295. *> See Lapack Working Note 165 for further details and extra
  296. *> cautions.
  297. *> \endverbatim
  298. *>
  299. *> \param[in] NPARAMS
  300. *> \verbatim
  301. *> NPARAMS is INTEGER
  302. *> Specifies the number of parameters set in PARAMS. If <= 0, the
  303. *> PARAMS array is never referenced and default values are used.
  304. *> \endverbatim
  305. *>
  306. *> \param[in,out] PARAMS
  307. *> \verbatim
  308. *> PARAMS is REAL array, dimension NPARAMS
  309. *> Specifies algorithm parameters. If an entry is < 0.0, then
  310. *> that entry will be filled with default value used for that
  311. *> parameter. Only positions up to NPARAMS are accessed; defaults
  312. *> are used for higher-numbered parameters.
  313. *>
  314. *> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
  315. *> refinement or not.
  316. *> Default: 1.0
  317. *> = 0.0: No refinement is performed, and no error bounds are
  318. *> computed.
  319. *> = 1.0: Use the double-precision refinement algorithm,
  320. *> possibly with doubled-single computations if the
  321. *> compilation environment does not support DOUBLE
  322. *> PRECISION.
  323. *> (other values are reserved for future use)
  324. *>
  325. *> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
  326. *> computations allowed for refinement.
  327. *> Default: 10
  328. *> Aggressive: Set to 100 to permit convergence using approximate
  329. *> factorizations or factorizations other than LU. If
  330. *> the factorization uses a technique other than
  331. *> Gaussian elimination, the guarantees in
  332. *> err_bnds_norm and err_bnds_comp may no longer be
  333. *> trustworthy.
  334. *>
  335. *> PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
  336. *> will attempt to find a solution with small componentwise
  337. *> relative error in the double-precision algorithm. Positive
  338. *> is true, 0.0 is false.
  339. *> Default: 1.0 (attempt componentwise convergence)
  340. *> \endverbatim
  341. *>
  342. *> \param[out] WORK
  343. *> \verbatim
  344. *> WORK is REAL array, dimension (4*N)
  345. *> \endverbatim
  346. *>
  347. *> \param[out] IWORK
  348. *> \verbatim
  349. *> IWORK is INTEGER array, dimension (N)
  350. *> \endverbatim
  351. *>
  352. *> \param[out] INFO
  353. *> \verbatim
  354. *> INFO is INTEGER
  355. *> = 0: Successful exit. The solution to every right-hand side is
  356. *> guaranteed.
  357. *> < 0: If INFO = -i, the i-th argument had an illegal value
  358. *> > 0 and <= N: U(INFO,INFO) is exactly zero. The factorization
  359. *> has been completed, but the factor U is exactly singular, so
  360. *> the solution and error bounds could not be computed. RCOND = 0
  361. *> is returned.
  362. *> = N+J: The solution corresponding to the Jth right-hand side is
  363. *> not guaranteed. The solutions corresponding to other right-
  364. *> hand sides K with K > J may not be guaranteed as well, but
  365. *> only the first such right-hand side is reported. If a small
  366. *> componentwise error is not requested (PARAMS(3) = 0.0) then
  367. *> the Jth right-hand side is the first with a normwise error
  368. *> bound that is not guaranteed (the smallest J such
  369. *> that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
  370. *> the Jth right-hand side is the first with either a normwise or
  371. *> componentwise error bound that is not guaranteed (the smallest
  372. *> J such that either ERR_BNDS_NORM(J,1) = 0.0 or
  373. *> ERR_BNDS_COMP(J,1) = 0.0). See the definition of
  374. *> ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
  375. *> about all of the right-hand sides check ERR_BNDS_NORM or
  376. *> ERR_BNDS_COMP.
  377. *> \endverbatim
  378. *
  379. * Authors:
  380. * ========
  381. *
  382. *> \author Univ. of Tennessee
  383. *> \author Univ. of California Berkeley
  384. *> \author Univ. of Colorado Denver
  385. *> \author NAG Ltd.
  386. *
  387. *> \ingroup realPOcomputational
  388. *
  389. * =====================================================================
  390. SUBROUTINE SPORFSX( UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B,
  391. $ LDB, X, LDX, RCOND, BERR, N_ERR_BNDS,
  392. $ ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS,
  393. $ WORK, IWORK, INFO )
  394. *
  395. * -- LAPACK computational routine --
  396. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  397. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  398. *
  399. * .. Scalar Arguments ..
  400. CHARACTER UPLO, EQUED
  401. INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS, NPARAMS,
  402. $ N_ERR_BNDS
  403. REAL RCOND
  404. * ..
  405. * .. Array Arguments ..
  406. INTEGER IWORK( * )
  407. REAL A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
  408. $ X( LDX, * ), WORK( * )
  409. REAL S( * ), PARAMS( * ), BERR( * ),
  410. $ ERR_BNDS_NORM( NRHS, * ),
  411. $ ERR_BNDS_COMP( NRHS, * )
  412. * ..
  413. *
  414. * ==================================================================
  415. *
  416. * .. Parameters ..
  417. REAL ZERO, ONE
  418. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  419. REAL ITREF_DEFAULT, ITHRESH_DEFAULT,
  420. $ COMPONENTWISE_DEFAULT
  421. REAL RTHRESH_DEFAULT, DZTHRESH_DEFAULT
  422. PARAMETER ( ITREF_DEFAULT = 1.0 )
  423. PARAMETER ( ITHRESH_DEFAULT = 10.0 )
  424. PARAMETER ( COMPONENTWISE_DEFAULT = 1.0 )
  425. PARAMETER ( RTHRESH_DEFAULT = 0.5 )
  426. PARAMETER ( DZTHRESH_DEFAULT = 0.25 )
  427. INTEGER LA_LINRX_ITREF_I, LA_LINRX_ITHRESH_I,
  428. $ LA_LINRX_CWISE_I
  429. PARAMETER ( LA_LINRX_ITREF_I = 1,
  430. $ LA_LINRX_ITHRESH_I = 2 )
  431. PARAMETER ( LA_LINRX_CWISE_I = 3 )
  432. INTEGER LA_LINRX_TRUST_I, LA_LINRX_ERR_I,
  433. $ LA_LINRX_RCOND_I
  434. PARAMETER ( LA_LINRX_TRUST_I = 1, LA_LINRX_ERR_I = 2 )
  435. PARAMETER ( LA_LINRX_RCOND_I = 3 )
  436. * ..
  437. * .. Local Scalars ..
  438. CHARACTER(1) NORM
  439. LOGICAL RCEQU
  440. INTEGER J, PREC_TYPE, REF_TYPE
  441. INTEGER N_NORMS
  442. REAL ANORM, RCOND_TMP
  443. REAL ILLRCOND_THRESH, ERR_LBND, CWISE_WRONG
  444. LOGICAL IGNORE_CWISE
  445. INTEGER ITHRESH
  446. REAL RTHRESH, UNSTABLE_THRESH
  447. * ..
  448. * .. External Subroutines ..
  449. EXTERNAL XERBLA, SPOCON, SLA_PORFSX_EXTENDED
  450. * ..
  451. * .. Intrinsic Functions ..
  452. INTRINSIC MAX, SQRT
  453. * ..
  454. * .. External Functions ..
  455. EXTERNAL LSAME, ILAPREC
  456. EXTERNAL SLAMCH, SLANSY, SLA_PORCOND
  457. REAL SLAMCH, SLANSY, SLA_PORCOND
  458. LOGICAL LSAME
  459. INTEGER ILAPREC
  460. * ..
  461. * .. Executable Statements ..
  462. *
  463. * Check the input parameters.
  464. *
  465. INFO = 0
  466. REF_TYPE = INT( ITREF_DEFAULT )
  467. IF ( NPARAMS .GE. LA_LINRX_ITREF_I ) THEN
  468. IF ( PARAMS( LA_LINRX_ITREF_I ) .LT. 0.0 ) THEN
  469. PARAMS( LA_LINRX_ITREF_I ) = ITREF_DEFAULT
  470. ELSE
  471. REF_TYPE = PARAMS( LA_LINRX_ITREF_I )
  472. END IF
  473. END IF
  474. *
  475. * Set default parameters.
  476. *
  477. ILLRCOND_THRESH = REAL( N ) * SLAMCH( 'Epsilon' )
  478. ITHRESH = INT( ITHRESH_DEFAULT )
  479. RTHRESH = RTHRESH_DEFAULT
  480. UNSTABLE_THRESH = DZTHRESH_DEFAULT
  481. IGNORE_CWISE = COMPONENTWISE_DEFAULT .EQ. 0.0
  482. *
  483. IF ( NPARAMS.GE.LA_LINRX_ITHRESH_I ) THEN
  484. IF ( PARAMS( LA_LINRX_ITHRESH_I ).LT.0.0 ) THEN
  485. PARAMS( LA_LINRX_ITHRESH_I ) = ITHRESH
  486. ELSE
  487. ITHRESH = INT( PARAMS( LA_LINRX_ITHRESH_I ) )
  488. END IF
  489. END IF
  490. IF ( NPARAMS.GE.LA_LINRX_CWISE_I ) THEN
  491. IF ( PARAMS( LA_LINRX_CWISE_I ).LT.0.0 ) THEN
  492. IF ( IGNORE_CWISE ) THEN
  493. PARAMS( LA_LINRX_CWISE_I ) = 0.0
  494. ELSE
  495. PARAMS( LA_LINRX_CWISE_I ) = 1.0
  496. END IF
  497. ELSE
  498. IGNORE_CWISE = PARAMS( LA_LINRX_CWISE_I ) .EQ. 0.0
  499. END IF
  500. END IF
  501. IF ( REF_TYPE .EQ. 0 .OR. N_ERR_BNDS .EQ. 0 ) THEN
  502. N_NORMS = 0
  503. ELSE IF ( IGNORE_CWISE ) THEN
  504. N_NORMS = 1
  505. ELSE
  506. N_NORMS = 2
  507. END IF
  508. *
  509. RCEQU = LSAME( EQUED, 'Y' )
  510. *
  511. * Test input parameters.
  512. *
  513. IF (.NOT.LSAME(UPLO, 'U') .AND. .NOT.LSAME(UPLO, 'L')) THEN
  514. INFO = -1
  515. ELSE IF( .NOT.RCEQU .AND. .NOT.LSAME( EQUED, 'N' ) ) THEN
  516. INFO = -2
  517. ELSE IF( N.LT.0 ) THEN
  518. INFO = -3
  519. ELSE IF( NRHS.LT.0 ) THEN
  520. INFO = -4
  521. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  522. INFO = -6
  523. ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN
  524. INFO = -8
  525. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  526. INFO = -11
  527. ELSE IF( LDX.LT.MAX( 1, N ) ) THEN
  528. INFO = -13
  529. END IF
  530. IF( INFO.NE.0 ) THEN
  531. CALL XERBLA( 'SPORFSX', -INFO )
  532. RETURN
  533. END IF
  534. *
  535. * Quick return if possible.
  536. *
  537. IF( N.EQ.0 .OR. NRHS.EQ.0 ) THEN
  538. RCOND = 1.0
  539. DO J = 1, NRHS
  540. BERR( J ) = 0.0
  541. IF ( N_ERR_BNDS .GE. 1 ) THEN
  542. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0
  543. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0
  544. END IF
  545. IF ( N_ERR_BNDS .GE. 2 ) THEN
  546. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 0.0
  547. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 0.0
  548. END IF
  549. IF ( N_ERR_BNDS .GE. 3 ) THEN
  550. ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 1.0
  551. ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 1.0
  552. END IF
  553. END DO
  554. RETURN
  555. END IF
  556. *
  557. * Default to failure.
  558. *
  559. RCOND = 0.0
  560. DO J = 1, NRHS
  561. BERR( J ) = 1.0
  562. IF ( N_ERR_BNDS .GE. 1 ) THEN
  563. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0
  564. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0
  565. END IF
  566. IF ( N_ERR_BNDS .GE. 2 ) THEN
  567. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0
  568. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0
  569. END IF
  570. IF ( N_ERR_BNDS .GE. 3 ) THEN
  571. ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = 0.0
  572. ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = 0.0
  573. END IF
  574. END DO
  575. *
  576. * Compute the norm of A and the reciprocal of the condition
  577. * number of A.
  578. *
  579. NORM = 'I'
  580. ANORM = SLANSY( NORM, UPLO, N, A, LDA, WORK )
  581. CALL SPOCON( UPLO, N, AF, LDAF, ANORM, RCOND, WORK,
  582. $ IWORK, INFO )
  583. *
  584. * Perform refinement on each right-hand side
  585. *
  586. IF ( REF_TYPE .NE. 0 ) THEN
  587. PREC_TYPE = ILAPREC( 'D' )
  588. CALL SLA_PORFSX_EXTENDED( PREC_TYPE, UPLO, N,
  589. $ NRHS, A, LDA, AF, LDAF, RCEQU, S, B,
  590. $ LDB, X, LDX, BERR, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP,
  591. $ WORK( N+1 ), WORK( 1 ), WORK( 2*N+1 ), WORK( 1 ), RCOND,
  592. $ ITHRESH, RTHRESH, UNSTABLE_THRESH, IGNORE_CWISE,
  593. $ INFO )
  594. END IF
  595. ERR_LBND = MAX( 10.0, SQRT( REAL( N ) ) ) * SLAMCH( 'Epsilon' )
  596. IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 1 ) THEN
  597. *
  598. * Compute scaled normwise condition number cond(A*C).
  599. *
  600. IF ( RCEQU ) THEN
  601. RCOND_TMP = SLA_PORCOND( UPLO, N, A, LDA, AF, LDAF,
  602. $ -1, S, INFO, WORK, IWORK )
  603. ELSE
  604. RCOND_TMP = SLA_PORCOND( UPLO, N, A, LDA, AF, LDAF,
  605. $ 0, S, INFO, WORK, IWORK )
  606. END IF
  607. DO J = 1, NRHS
  608. *
  609. * Cap the error at 1.0.
  610. *
  611. IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
  612. $ .AND. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .GT. 1.0 )
  613. $ ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0
  614. *
  615. * Threshold the error (see LAWN).
  616. *
  617. IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
  618. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = 1.0
  619. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 0.0
  620. IF ( INFO .LE. N ) INFO = N + J
  621. ELSE IF ( ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) .LT. ERR_LBND )
  622. $ THEN
  623. ERR_BNDS_NORM( J, LA_LINRX_ERR_I ) = ERR_LBND
  624. ERR_BNDS_NORM( J, LA_LINRX_TRUST_I ) = 1.0
  625. END IF
  626. *
  627. * Save the condition number.
  628. *
  629. IF (N_ERR_BNDS .GE. LA_LINRX_RCOND_I) THEN
  630. ERR_BNDS_NORM( J, LA_LINRX_RCOND_I ) = RCOND_TMP
  631. END IF
  632. END DO
  633. END IF
  634. IF ( N_ERR_BNDS .GE. 1 .AND. N_NORMS .GE. 2 ) THEN
  635. *
  636. * Compute componentwise condition number cond(A*diag(Y(:,J))) for
  637. * each right-hand side using the current solution as an estimate of
  638. * the true solution. If the componentwise error estimate is too
  639. * large, then the solution is a lousy estimate of truth and the
  640. * estimated RCOND may be too optimistic. To avoid misleading users,
  641. * the inverse condition number is set to 0.0 when the estimated
  642. * cwise error is at least CWISE_WRONG.
  643. *
  644. CWISE_WRONG = SQRT( SLAMCH( 'Epsilon' ) )
  645. DO J = 1, NRHS
  646. IF (ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .LT. CWISE_WRONG )
  647. $ THEN
  648. RCOND_TMP = SLA_PORCOND( UPLO, N, A, LDA, AF, LDAF, 1,
  649. $ X( 1, J ), INFO, WORK, IWORK )
  650. ELSE
  651. RCOND_TMP = 0.0
  652. END IF
  653. *
  654. * Cap the error at 1.0.
  655. *
  656. IF ( N_ERR_BNDS .GE. LA_LINRX_ERR_I
  657. $ .AND. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) .GT. 1.0 )
  658. $ ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0
  659. *
  660. * Threshold the error (see LAWN).
  661. *
  662. IF ( RCOND_TMP .LT. ILLRCOND_THRESH ) THEN
  663. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = 1.0
  664. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 0.0
  665. IF ( PARAMS( LA_LINRX_CWISE_I ) .EQ. 1.0
  666. $ .AND. INFO.LT.N + J ) INFO = N + J
  667. ELSE IF ( ERR_BNDS_COMP( J, LA_LINRX_ERR_I )
  668. $ .LT. ERR_LBND ) THEN
  669. ERR_BNDS_COMP( J, LA_LINRX_ERR_I ) = ERR_LBND
  670. ERR_BNDS_COMP( J, LA_LINRX_TRUST_I ) = 1.0
  671. END IF
  672. *
  673. * Save the condition number.
  674. *
  675. IF ( N_ERR_BNDS .GE. LA_LINRX_RCOND_I ) THEN
  676. ERR_BNDS_COMP( J, LA_LINRX_RCOND_I ) = RCOND_TMP
  677. END IF
  678. END DO
  679. END IF
  680. *
  681. RETURN
  682. *
  683. * End of SPORFSX
  684. *
  685. END